/// <summary> /// Initializes a new instance of the <see cref="RateAssetQuote"/> class. /// </summary> /// <param name="priceableAsset">The priceable asset.</param> /// <param name="referenceCurve">The reference curve.</param> /// <param name="baseDate">The base date.</param> /// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param> /// <param name="dfs">The DFS.</param> /// <param name="tolerance">The tolerance.</param> public CommoditySpreadAssetQuote2(IPriceableCommoditySpreadAssetController priceableAsset, ICommodityCurve referenceCurve, DateTime baseDate, bool extrapolation, IDictionary <DateTime, double> dfs, double tolerance) { PriceableAsset = priceableAsset; BaseDate = baseDate; Dfs = dfs; Extrapolation = extrapolation; Tolerance = tolerance; BaseCurve = referenceCurve; MarketQuote = PriceableAsset.CalculateImpliedQuoteWithSpread(BaseCurve); }
/// <summary> /// Initializes a new instance of the <see cref="RateSpreadAssetQuote"/> class. /// </summary> /// <param name="priceableAsset">The priceable asset.</param> /// <param name="referenceCurve">The reference curve.</param> /// <param name="baseDate">The base date.</param> /// <param name="extrapolation">if set to <c>true</c> [extrapolation].</param> /// <param name="dfs">The DFS.</param> public CommoditySpreadAssetQuote2(IPriceableCommoditySpreadAssetController priceableAsset, ICommodityCurve referenceCurve, DateTime baseDate, bool extrapolation, IDictionary <DateTime, double> dfs) : this(priceableAsset, referenceCurve, baseDate, extrapolation, dfs, DefaultTolerance) { }